+234.9%
TPR vs AWK
-2.4%
+237.4%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.4% | -1.5% | -0.4% |
| 7D | -0.3% | +0.1% | -0.4% | -0.3% |
| 30D | +15.1% | +14.3% | +0.8% | +12.7% |
| 3M | +3.5% | +10.3% | -6.8% | +1.9% |
| 6M | +0.4% | +18.9% | -18.5% | -2.4% |
| YTD | +4.6% | +17.7% | -13.1% | +1.5% |
| 1Y | +33.1% | +16.9% | +16.2% | +29.3% |
| 3Y | +396.0% | +32.2% | +363.8% | +341.4% |
| All | +234.9% | -2.4% | +237.4% | +218.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AWK.
Daily Out/Under-Performance
Portfolio return minus AWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AWK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded AWK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling